Because of the circumstances that led there. People usually only become Heroic Spirits after they die, as long as certain criteria are met.

...

I'm not going to say here what those circumstances were, but I'm... or maybe now, was, something more complex than a normal Servant. I told you I actually am Zhuge Liang... and at the same time not. It's called being a Pseudo-Servant... a merger between a human and an Heroic or Divine Spirit when the Spirit can't manifest on its own. What results can play out a number of different ways.

It's best to compare my case to the New Gods here. I'm his incarnation, and yet myself, just a bit more complete then the others here.

That was when I was alive.